+437.2%
EAT vs ALC
+21.6%
+415.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.1% |
| 7D | -4.9% | -3.7% | -1.2% | -2.6% |
| 30D | -1.2% | -3.7% | +2.5% | +0.9% |
| 3M | +52.2% | +4.6% | +47.7% | +46.7% |
| 6M | +65.0% | -14.6% | +79.6% | +79.9% |
| YTD | +55.0% | -11.9% | +66.9% | +64.2% |
| 1Y | +42.1% | -13.1% | +55.2% | +51.0% |
| 3Y | +614.7% | -15.0% | +629.7% | +622.6% |
| 5Y | +322.7% | -16.2% | +338.9% | +318.3% |
| All | +437.2% | +21.6% | +415.6% | +224.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling